Christoph Frei, Video: Finding local equilbria by splitting multidimensional BSDEs

Christoph Frei, Video: Finding local equilbria by splitting multidimensional BSDEs

Christoph Frei, Finding local equilbria by splitting multidimensional BSDEs, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

112M

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405120947-Frei.html